Here is the sample code using MSXML. COM error checking is omitted. for The code looks a little bit wordy because of ATL helpers for COM usage, but the programming model follows W3C DOM APIs which is quite well accepted by xml developers.
CComPtr<IXMLDOMDocument2> spDoc;
CComPtr<IXMLDOMElement> spServerElement, spSharedFolderElement;
CComPtr<IXMLDOMNode> spServerNode, spLastConnectedServerNode;
IXMLDOMNode* pInsertedNode;
VARIANT_BOOL varSucc;
CComBSTR bstrLastConnected = L"<?xml version=\"1.0\" encoding=\"utf-8\" ?> \
<lastconnectedServers> \
</lastconnectedServers >";
spDoc.CoCreateInstance(CLSID_DOMDocument60, NULL, CLSCTX_INPROC_SERVER);
spDoc->put_async(VARIANT_FALSE);
spDoc->loadXML(bstrLastConnected, &varSucc);
// Finds the lastConnectedServerNode node with XPath.
spDoc->selectSingleNode(CComBSTR(L"/lastconnectedServers"),
&spLastConnectedServerNode);
// Creates and appends Server node.
spDoc->createElement(CComBSTR(L"Server"), &spServerElement);
spServerElement->setAttribute(CComBSTR(L"ip"), CComVariant(L""));
spServerElement->setAttribute(CComBSTR(L"domain"), CComVariant(L""));
spLastConnectedServerNode->appendChild(spServerElement, &pInsertedNode);
// Creates and appends the first SharedFolder elements.
spDoc->createElement(CComBSTR(L"SharedFolder"), &spSharedFolderElement);
spSharedFolderElement->setAttribute(CComBSTR(L"name"), CComVariant(L""));
spSharedFolderElement->setAttribute(CComBSTR(L"type"), CComVariant(L""));
spServerElement->appendChild(spSharedFolderElement, &pInsertedNode);
// Creates the second and third SharedFolder elements...
// Gets the xml content.
CComBSTR bstrXml;
spDoc->get_xml(&bstrXml);
wprintf(L"%s", (LPCWSTR) bstrXml);
Hope this helps.